Related papers: Gaussian fluctuations for interacting particle sys…
We investigate the statistics of the maximal fluctuation of two-dimensional Gaussian interfaces. Its relation to the entropic repulsion between rigid walls and a confined interface is used to derive the average maximal fluctuation $<m> \sim…
The time-dependent variational principle using generalized Gaussian trial functions yields a finite dimensional approximation to the full quantum dynamics and is used in many disciplines. It is shown how these 'semi-quantum' dynamics may be…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…
A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…
It is well-known that the Fourier-Galerkin spectral method has been a popular approach for the numerical approximation of the deterministic Boltzmann equation with spectral accuracy rigorously proved. In this paper, we will show that such a…
Fluctuations are an intrinsic feature of many-body systems, and their full statistical distributions reveal a wealth of information about the underlying physics. Of particular interest are non-Gaussian, extreme-value statistics that arise…
We numerically analyse the behavior of the full distribution of collective observables in quantum spin chains. While most of previous studies of quantum critical phenomena are limited to the first moments, here we demonstrate how quantum…
The dynamics of a two-dimensional Bose-Einstein condensate in a presence of quantum fluctuations is studied. The properties of localized density distributions, quantum droplets (QDs), are analyzed by means of the variational approach. It is…
We present a novel and flexible data-driven framework for estimating the response of higher-order moments of nonlinear stochastic systems to small external perturbations. The classical Generalized Fluctuation--Dissipation Theorem (GFDT)…
We analyse a multi-phase field model for an epithelial monolayer with pairwise adhesions between neighbouring cells following an Ornstein-Uhlenbeck process, representing the stochastic turnover of junctional molecular motors. These…
The fluctuation-dissipation relation for the classical definition of work is extended to thermally isolated systems, in classical and quantum realms. From this, the optimal work variance is calculated, showing it achieves its minimum…
The high efficiency of a recently proposed method for computing with Gaussian processes relies on expanding a (translationally invariant) covariance kernel into complex exponentials, with frequencies lying on a Cartesian equispaced grid.…
We consider a Brownian particle in a harmonic trap. The location of the trap is modulated according to an Ornstein-Uhlenbeck process. We investigate the fluctuation of the work done by the modulated trap on the Brownian particle in a given…
In this paper we consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in R^d and undergoing a binary, supercritical branching with a constant rate \lambda>0. This system is known to…
Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples --…
The vortex method is a common numerical and theoretical approach used to implement the motion of an ideal flow, in which the vorticity is approximated by a sum of point vortices, so that the Euler equations read as a system of ordinary…
We explore the effect of single-particle level fluctuations on the Stoner instability in a QD with a strong spin-orbit coupling in the framework of the universal Hamiltonian with the Ising exchange interaction. We reduce the problem to…
The fluctuations of a number of particles in the Bose-Einstein condensate are studied in the grand canonical ensemble with an effective single-mode Hamiltonian, which is derived from an assumption that the mode corresponding to the…
We consider stationary fluctuations for the multi-species zero range process with long jumps in one dimension, where the underlying transition probability kernel is $p(x) = c_+ |x|^{-1-\alpha}$ if $x > 0$ and $= c_-|x|^{-1-\alpha}$ if $x <…